Optimal risk-sharing rules and equilibria with Choquet-expected-utility
Article Abstract:
Equilibrium and risk-sharing are examined within a model using Choquet-expected-utility.
Publisher: Elsevier B.V.
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2000
Risk (Economics), Utility theory, Utility functions
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2000
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Arbitrage, duality and asset equilibria
Article Abstract:
Issues related to no-arbitrage prices and the view of utility weights are examined in detail.
Publisher: Elsevier B.V.
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2000
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2000
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Inconsequential arbitrage
Article Abstract:
The idea of inconsequential arbitrage is developed and used to examine equilibiria.
Publisher: Elsevier B.V.
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2000
Equilibrium (Economics)
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2000
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Subjects list: Research, Economics, Analysis, Economic aspects, Economic research, Arbitrage
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